+477.8%
MTSI vs PEG
+159.1%
+318.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.3% |
| 7D | -3.8% | +2.6% | -6.4% | -4.9% |
| 30D | -31.4% | +3.3% | -34.7% | -32.7% |
| 3M | -23.8% | +1.1% | -24.8% | -24.3% |
| 6M | -37.1% | -1.4% | -35.6% | -37.0% |
| YTD | +32.2% | -4.6% | +36.8% | +33.9% |
| 1Y | +26.9% | -7.2% | +34.1% | +30.4% |
| 3Y | +193.7% | +33.7% | +160.0% | +151.7% |
| 5Y | +218.0% | +40.8% | +177.2% | +160.2% |
| 10Y | +477.8% | +162.8% | +314.9% | +302.1% |
| All | +477.8% | +159.1% | +318.6% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling